MDB volatilitas MongoDB, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.62.1%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.88.3%
HV6078.3%
Selisih IV − HV20
-26.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 68.6% | +6.9pt | ±5.1% |
| Oct 30, 2026 | 10 | 65.4% | +6.1pt | ±8.7% |
| Nov 06, 2026 | 17 | 65.7% | +5.5pt | ±11.4% |
| Nov 13, 2026 | 24 | 65.2% | +5.0pt | ±13.4% |
| Nov 20, 2026 | 31 | 61.7% | +5.1pt | ±14.4% |
| Nov 27, 2026 | 38 | 61.2% | +3.2pt | ±15.7% |
| Dec 18, 2026 | 59 | 71.9% | +4.4pt | ±23.0% |
| Jan 15, 2027 | 87 | 67.4% | +1.3pt | ±26.1% |
| Feb 19, 2027 | 122 | 64.8% | +3.6pt | ±29.6% |
| Mar 19, 2027 | 150 | 68.7% | +4.0pt | ±34.7% |
| Apr 16, 2027 | 178 | 67.3% | +5.0pt | ±37.0% |
| May 21, 2027 | 213 | 66.7% | +4.8pt | ±39.9% |
| Jun 17, 2027 | 240 | 68.4% | +4.3pt | ±43.4% |
| Sep 17, 2027 | 332 | 68.5% | — | ±50.6% |
| Dec 17, 2027 | 423 | 68.3% | — | ±56.6% |
| Jan 21, 2028 | 458 | 67.7% | — | ±58.2% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20